Features can be added in a number of ways through the interface. To directly add them in the map array, they must go into a specific Vector layer. Example of layer with features:
'feature_example' => array(
  'id' => 'feature_example',
  'type' => 'Vector',
  'name' => t('Default Vector'),
  'options' => array(),
  'events' => array(),
  'features' => array(
    'feature_1' => array(
      'wkt' => 'POLYGON((1 1,5 1,5 5,1 5,1 1),(2 2, 3 2, 3 3, 2 3,2 2))',
      'attributes' => array(
        'name' => 'A Polygon with a hole in it',
        'date' => 'December 24, 2004',
        'author' => 'Santa Claus',
      ),
      'style' => array(
        'fillColor' => '#aa4400',
        'fillOpacity' => '0.7',
      ),
    ),
    'feature_2' => array(
      'lat' => '40.123',
      'lon' => '-20.123',
      'attributes' => array(
        'name' => 'A point',
        'date' => 'December 24, 2004',
        'author' => 'Rudolf',
      ),
      'style' => array(
        'externalGraphic' => 'http://openlayers.org/dev/img/marker.png',
        'graphicWidth' => 21,
        'graphicHeight' => 25,
        'graphicXOffset' => 10,
        'graphicYOffset' => 10,
      ),
    ),
  ),
),